Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Year of publication: |
2022
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Authors: | Jaiswal, Shivam ; Chaturvedi, Anoop ; Bhatti, Muhammad Ishaq |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 1, p. 25-34
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Subject: | Bayes factor | ESTAR process | OECD | posterior odds ratio | real effective exchange rate (REER) | unit root | OECD-Staaten | OECD countries | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
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